Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47376.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45982.01 Kr¶

PnL: ---------------------------------------> -906.56 Kr¶

DD now: ---------------------------------> -2.576 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:24:04.805505'

Anic Portfolio¶

Today¶

Return: -1.198 %¶

This Week¶

Return: -1.119 %¶

Total¶

Return: 55.1 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Beijer Electronics Group 26 -1.680000 3042.000000 71.000000 2.390000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.130000 391.400000 36.400000 10.250000 355.000000
SAAB B 8 0.160000 3412.800000 35.800000 1.060000 3377.000000
Corem Property Group B 59 -2.270000 608.290000 31.290000 5.420000 576.999999
AcadeMedia 12 -3.640000 585.120000 28.120000 5.050000 557.000004
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
Resurs Holding 22 -1.590000 599.720000 25.720000 4.480000 573.999998
HMS Networks 2 -2.810000 690.800000 17.800000 2.640000 673.000000
Swedbank A 3 -0.440000 578.550000 14.550000 2.580000 564.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -2.090000 1661.400000 7.400000 0.450000 1653.999996
Nordea Bank Abp 29 0.150000 3459.700000 5.700000 0.170000 3453.999992
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Intrum 4 -3.040000 528.800000 1.800000 0.340000 527.000000
Creaspac SPAC 6 -0.420000 573.000000 -4.000000 -0.690000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Essity B 2 -1.210000 553.800000 -20.200000 -3.520000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -1.460000 509.860000 -24.140000 -4.520000 533.999999
Essity A 4 -1.420000 1114.000000 -35.000000 -3.050000 1149.000000
International Petroleum Corp. 5 -1.790000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
Axfood 13 -0.180000 3576.300000 -179.700000 -4.780000 3756.000001
OX2 18 -2.980000 1404.900000 -259.100000 -15.570000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45982.010000 -906.560000 -2.57642% 46888.564618

Updated:¶

'2023-01-25 15:24:17.448408'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶